About this strategy

Sector Rotation Alpha dynamically allocates to the top 3 performing sector ETFs based on relative strength momentum. With a risk-on/risk-off filter using SPY's 200-day MA, this strategy both captures upside and protects during downturns. **Key Features:** - 11 sector ETF universe (XLK, XLF, XLE, etc.) - 3-month momentum ranking - Top 3 sector allocation - SPY 200 MA risk filter - Cash allocation when bearish **Backtested Performance (36 months):** - Total Return: 145% - SPY Return: 89% - Alpha: +56% - Max Drawdown: 16% - Sharpe Ratio: 1.6 Beat the market consistently while avoiding the worst drawdowns through sector timing.